Preheat oven to 350°F. Set aside a large loaf pan (6 ½ x 10 inches) or a similar-sized pan.
To a medium skillet over medium heat, add vegetable oil. Once hot, add the onion and green bell pepper, sautéing until softened, about 4-5 minutes.
Add minced garlic and cook for an additional minute. Remove from the heat and let cool slightly.
In a large bowl, combine the cooled vegetables, ground beef, ground pork, eggs, pinto beans, breadcrumbs, ½ cup of the BBQ sauce, Worcestershire sauce, chili powder, salt, cayenne, and black pepper. Mix gently but thoroughly until just combined. Avoid overmixing to keep the meatloaf from becoming tough.
Transfer half of the meat mixture to the center of the prepared baking sheet. Use your hands to shape it into a flat loaf, creating a shallow trench down the middle. Sprinkle the shredded cheese into the trench. Then, top with the remaining meat mixture, pressing it gently over the cheese and sealing the edges to enclose the filling. Shape the whole thing into a loaf about 8–9 inches long and 4–5 inches wide, keeping it even so it cooks through properly.
Brush ¼ cup of the remaining BBQ sauce over the top of the meatloaf, reserving the rest of the BBQ sauce for later.
Bake for 40 minutes. Carefully remove from the oven and brush with the remaining BBQ sauce.
Return the meatloaf to the oven and bake for an additional 25-30 minutes, or until the internal temperature reaches 160°F (71°C) on a meat thermometer.
Allow the meatloaf to rest for 5 minutes before slicing and serving.